The combining prediction of the RMB exchange rate series based on diverse architectural artificial neural network ensemble methodology.
Bo SunChi XieGangjin WangJuan ZhangPublished in: BIC-TA (2010)
Keyphrases
- exchange rate
- neural network ensemble
- financial time series
- competitive learning
- back propagation
- foreign exchange
- stock price
- long run
- receiver operating characteristic
- neural network
- ensemble members
- prediction accuracy
- roc curve
- data clustering
- self organizing maps
- decision trees
- currency exchange
- information theoretic
- non stationary
- decision making